You have to connect to the Internet first. Then start Warcraft, then goto Battle.net.
Doesnt sound like a preferance's problem. The clue is your trying to log on and it fails, but your not connected to any ISP server so it's going to fail.
Unless, you are connected to the Internet. It is failing at the Battle.net log on. Then you must create an account first, on battle.net. If thats the case, click on create account button.